Portfolio Selection Based on C-Vine Pair-Copula Constructionsand Markowitz Mean-Variance Model
碩士 === 國立中央大學 === 統計研究所 === 100 === How to allocate his/her wealth among di erent investment tools more e ciently for individual investor is an important issue especially in the volatile economic situation. The stock index returns exhibit complex patterns of tail dependence which can be captured by...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75874115634150029510 |